UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D. C. 20549
Form 8-K
Current Report Pursuant to Section 13 or 15(d) of
The Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): July 26, 2004
BANC OF AMERICA MORTGAGE SECURITIES, INC.
Mortgage Pass-Through Certificates, Series 2004-1 Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-105940-22 54-2142312
Pooling and Servicing Agreement) (Commission 54-2142313
(State or other File Number) 54-2142314
jurisdiction IRS EIN
of Incorporation)
c/o Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, MD 21045
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (410) 884-2000
(Former name or former address, if changed since last report)
ITEM 5. Other Events
On July 26, 2004 a distribution was made to holders of BANC OF AMERICA
MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-1
Trust.
ITEM 7. Financial Statements and Exhibits
(c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K
Exhibit Number Description
EX-99.1 Monthly report distributed to holders
of Mortgage Pass-Through Certificates,
Series 2004-1 Trust, relating to the
July 26, 2004 distribution.
Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.
BANC OF AMERICA MORTGAGE SECURITIES, INC.
Mortgage Pass-Through Certificates, Series 2004-1 Trust
By: Wells Fargo Bank, N.A. as Trustee
By: /s/ Beth Belfield as Assistant Vice President
By: Beth Belfield as Assistant Vice President
Date: 7/28/04
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Mortgage
Pass-Through Certificates, Series 2004-1 Trust,
relating to the July 26, 2004 distribution.
EX-99.1
Banc of America Mortgage Securities, Inc.
Mortgage Pass-Through Certificates
Record Date: 6/30/04
Distribution Date: 7/26/04
BAM Series: 2004-1
Contact: Customer Service - CTSLink
Wells Fargo Bank, N.A.
Securities Administration Services
7485 New Horizon Way
Frederick, MD 21703
Telephone: (301) 815-6600
Fax: (301) 815-6660
Certificateholder Distribution Summary
Certificate Certificate Beginning
Class Pass-Through Certificate Interest Principal
Class CUSIP Description Rate Balance Distribution Distribution
<s> <c> <c> <c> <c> <c> <c>
1-A1 05948XU82 SEN 5.50000% 1,872,840.91 8,583.85 113,547.30
1-A2 05948XU90 SEN 5.50000% 4,431,000.00 20,308.75 0.00
1-A3 05948XV24 SEN 5.50000% 7,929,000.00 36,341.25 0.00
1-A4 05948XV32 SEN 5.50000% 12,023,000.00 55,105.42 0.00
1-A5 05948XV40 SEN 5.50000% 2,724,462.46 12,487.12 165,179.73
1-A6 05948XV57 SEN 5.50000% 3,000,000.00 13,750.00 0.00
1-A7 05948XV65 SEN 5.50000% 5,000,000.00 22,916.67 0.00
1-A8 05948XV73 SEN 2.71000% 567,596.35 1,281.82 34,412.44
1-A9 05948XV81 SEN 8.29000% 567,596.35 3,921.15 34,412.44
1-A10 05948XV99 SEN 3.25000% 4,597,133.09 12,450.57 278,716.71
1-A11 05948XW23 SEN 11.13095% 1,548,766.78 14,366.04 93,899.21
1-A12 05948XW31 SEN 8.50000% 540,839.17 3,830.94 32,790.20
1-A13 05948XW49 SEN 4.00000% 24,487,568.06 81,625.23 139,199.26
1-A14 05948XW56 SEN 4.00000% 34,561,315.84 115,204.39 491,590.55
1-A15 05948XW64 SEN 4.62500% 51,918,000.00 200,100.63 0.00
1-A16 05948XW72 SEN 5.50000% 0.00 116,091.10 0.00
1-A17 05948XW80 SEN 5.25000% 21,231,000.00 92,885.63 0.00
1-A18 05948XW98 SEN 5.50000% 22,864,000.00 104,793.33 0.00
1-A19 05948XX22 SEN 5.50000% 8,594,000.00 39,389.17 0.00
1-A20 05948XX30 SEN 5.50000% 1,500,000.00 6,875.00 0.00
1-AR 05948XX48 SEN 5.50000% 0.00 0.00 0.00
1-AMR 05948XX63 SEN 5.50000% 0.00 0.00 0.00
1-ALR 05948XX55 SEN 5.50000% 0.00 0.00 0.00
2-A1 05948XX71 SEN 5.50000% 81,079,960.16 371,616.48 464,884.34
2-A2 05948XX89 SEN 5.50000% 2,336,268.98 10,707.90 13,395.36
3-A1 05948XX97 SEN 5.00000% 66,440,928.83 276,837.20 292,187.61
4-A1 05948XY21 SEN 5.00000% 25,981,852.78 108,257.72 592,974.37
4-A2 05948XY39 SEN 5.00000% 749,140.51 3,121.42 17,097.36
5-A1 05948XY47 SEN 6.50000% 163,877,545.16 872,889.23 14,346,458.66
5-AIO 05948XY54 IO 0.51128% 0.00 62,387.98 0.00
PO 05948XY62 PO 0.00000% 1,527,739.19 0.00 4,235.24
30-IO 05948XY88 IO 0.29466% 0.00 55,896.03 0.00
15-IO 05948XY70 IO 0.25711% 0.00 10,824.39 0.00
1-B1 05948XY96 SUB 5.50000% 4,188,538.45 19,197.47 4,385.23
1-B2 05948XZ20 SUB 5.50000% 1,570,950.64 7,200.19 1,644.72
1-B3 05948XZ38 SUB 5.50000% 784,977.87 3,597.82 821.84
1-B4 05948X2E0 SUB 5.50000% 523,318.58 2,398.54 547.89
1-B5 05948X2F7 SUB 5.50000% 392,986.39 1,801.19 411.44
1-B6 05948X2G5 SUB 5.50000% 393,086.87 1,801.65 411.55
X-B1 05948XZ46 SUB 5.37442% 1,617,079.39 7,242.39 2,837.48
X-B2 05948XZ53 SUB 5.37442% 586,947.27 2,628.75 1,029.91
X-B3 05948XZ61 SUB 5.37442% 441,201.92 1,976.00 774.17
X-B4 05948X2H3 SUB 5.37442% 220,105.23 985.78 386.22
X-B5 05948X2J9 SUB 5.37442% 221,096.69 990.22 387.96
X-B6 05948X2K6 SUB 5.37442% 147,169.10 659.12 258.24
3-B1 05948XZ79 SUB 5.00000% 550,508.74 2,293.79 2,165.14
3-B2 05948XZ87 SUB 5.00000% 168,783.43 703.26 663.82
3-B3 05948XZ95 SUB 5.00000% 127,568.87 531.54 501.72
3-B4 05948X2L4 SUB 5.00000% 126,587.57 527.45 497.87
3-B5 05948X2M2 SUB 5.00000% 42,195.86 175.82 165.96
3-B6 05948X2N0 SUB 5.00000% 85,408.34 355.87 335.91
5-B1 05948X2A8 SUB 6.50000% 3,846,261.69 20,462.21 7,101.53
5-B2 05948X2B6 SUB 6.50000% 550,315.86 2,927.69 1,016.07
5-B3 05948X2C4 SUB 6.50000% 411,497.45 2,189.18 759.77
5-B4 05948X2P5 SUB 6.50000% 274,662.15 1,461.21 507.12
5-B5 05948X2Q3 SUB 6.50000% 274,662.15 1,461.21 507.12
5-B6 05948X2R1 SUB 6.50000% 138,171.37 735.08 255.11
SES 05948X2D2 SEN 0.00000% 0.00 103,272.60 0.00
Totals 569,635,636.50 2,922,422.44 17,143,354.57
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A1 0.00 1,759,293.61 122,131.15 0.00
1-A2 0.00 4,431,000.00 20,308.75 0.00
1-A3 0.00 7,929,000.00 36,341.25 0.00
1-A4 0.00 12,023,000.00 55,105.42 0.00
1-A5 0.00 2,559,282.73 177,666.85 0.00
1-A6 0.00 3,000,000.00 13,750.00 0.00
1-A7 0.00 5,000,000.00 22,916.67 0.00
1-A8 0.00 533,183.90 35,694.26 0.00
1-A9 0.00 533,183.90 38,333.59 0.00
1-A10 0.00 4,318,416.39 291,167.28 0.00
1-A11 0.00 1,454,867.56 108,265.25 0.00
1-A12 0.00 508,048.97 36,621.14 0.00
1-A13 0.00 24,348,368.79 220,824.49 0.00
1-A14 0.00 34,069,725.30 606,794.94 0.00
1-A15 0.00 51,918,000.00 200,100.63 0.00
1-A16 0.00 0.00 116,091.10 0.00
1-A17 0.00 21,231,000.00 92,885.63 0.00
1-A18 0.00 22,864,000.00 104,793.33 0.00
1-A19 0.00 8,594,000.00 39,389.17 0.00
1-A20 0.00 1,500,000.00 6,875.00 0.00
1-AR 0.00 0.00 0.00 0.00
1-AMR 0.00 0.00 0.00 0.00
1-ALR 0.00 0.00 0.00 0.00
2-A1 0.00 80,615,075.82 836,500.82 0.00
2-A2 0.00 2,322,873.62 24,103.26 0.00
3-A1 0.00 66,148,741.22 569,024.81 0.00
4-A1 0.00 25,388,878.41 701,232.09 0.00
4-A2 0.00 732,043.15 20,218.78 0.00
5-A1 0.00 149,531,086.50 15,219,347.89 0.00
5-AIO 0.00 0.00 62,387.98 0.00
PO 0.00 1,523,503.95 4,235.24 0.00
30-IO 0.00 0.00 55,896.03 0.00
15-IO 0.00 0.00 10,824.39 0.00
1-B1 0.00 4,184,153.22 23,582.70 0.00
1-B2 0.00 1,569,305.92 8,844.91 0.00
1-B3 0.00 784,156.03 4,419.66 0.00
1-B4 0.00 522,770.69 2,946.43 0.00
1-B5 0.00 392,574.95 2,212.63 0.00
1-B6 0.00 392,675.33 2,213.20 0.00
X-B1 0.00 1,614,241.91 10,079.87 0.00
X-B2 0.00 585,917.36 3,658.66 0.00
X-B3 0.00 440,427.74 2,750.17 0.00
X-B4 0.00 219,719.01 1,372.00 0.00
X-B5 0.00 220,708.74 1,378.18 0.00
X-B6 0.00 146,910.86 917.36 0.00
3-B1 0.00 548,343.61 4,458.93 0.00
3-B2 0.00 168,119.61 1,367.08 0.00
3-B3 0.00 127,067.15 1,033.26 0.00
3-B4 0.00 126,089.71 1,025.32 0.00
3-B5 0.00 42,029.90 341.78 0.00
3-B6 0.00 85,072.43 691.78 0.00
5-B1 0.00 3,839,160.16 27,563.74 0.00
5-B2 0.00 549,299.79 3,943.76 0.00
5-B3 0.00 410,737.68 2,948.95 0.00
5-B4 0.00 274,155.03 1,968.33 0.00
5-B5 0.00 274,155.03 1,968.33 0.00
5-B6 0.00 137,916.26 990.19 0.00
SES 0.00 0.00 103,272.60 0.00
Totals 0.00 552,492,281.94 20,065,777.01 0.00
<FN>
All distributions required by the Pooling and Servicing Agreement have been calculated by the
Certificate Administrator on behalf of the Trustee.
</FN>
Principal Distribution Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal Realized
Class Amount Balance Distribution Distribution Accretion Loss (1)
<s> <c> <c> <c> <c> <c> <c>
1-A1 8,249,000.00 1,872,840.91 18,037.74 95,509.56 0.00 0.00
1-A2 4,431,000.00 4,431,000.00 0.00 0.00 0.00 0.00
1-A3 7,929,000.00 7,929,000.00 0.00 0.00 0.00 0.00
1-A4 12,023,000.00 12,023,000.00 0.00 0.00 0.00 0.00
1-A5 12,000,000.00 2,724,462.46 26,239.89 138,939.84 0.00 0.00
1-A6 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00
1-A7 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00
1-A8 2,500,000.00 567,596.35 5,466.64 28,945.80 0.00 0.00
1-A9 2,500,000.00 567,596.35 5,466.64 28,945.80 0.00 0.00
1-A10 20,248,250.00 4,597,133.09 44,275.99 234,440.72 0.00 0.00
1-A11 6,821,603.00 1,548,766.78 14,916.51 78,982.70 0.00 0.00
1-A12 2,382,147.00 540,839.17 5,208.94 27,581.26 0.00 0.00
1-A13 25,000,000.00 24,487,568.06 22,112.72 117,086.54 0.00 0.00
1-A14 36,371,000.00 34,561,315.84 78,092.41 413,498.14 0.00 0.00
1-A15 51,918,000.00 51,918,000.00 0.00 0.00 0.00 0.00
1-A16 0.00 0.00 0.00 0.00 0.00 0.00
1-A17 21,231,000.00 21,231,000.00 0.00 0.00 0.00 0.00
1-A18 22,864,000.00 22,864,000.00 0.00 0.00 0.00 0.00
1-A19 8,594,000.00 8,594,000.00 0.00 0.00 0.00 0.00
1-A20 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00
1-AR 50.00 0.00 0.00 0.00 0.00 0.00
1-AMR 25.00 0.00 0.00 0.00 0.00 0.00
1-ALR 25.00 0.00 0.00 0.00 0.00 0.00
2-A1 105,017,000.00 81,079,960.16 84,966.70 379,917.65 0.00 0.00
2-A2 3,026,000.00 2,336,268.98 2,448.26 10,947.09 0.00 0.00
3-A1 84,959,000.00 66,440,928.83 261,310.14 30,877.47 0.00 0.00
4-A1 35,688,000.00 25,981,852.78 100,338.37 492,636.00 0.00 0.00
4-A2 1,029,000.00 749,140.51 2,893.08 14,204.28 0.00 0.00
5-A1 270,877,000.00 163,877,545.16 302,574.67 14,043,883.99 0.00 0.00
5-AIO 0.00 0.00 0.00 0.00 0.00 0.00
PO 1,684,723.00 1,527,739.19 3,167.42 1,067.81 0.00 0.00
30-IO 0.00 0.00 0.00 0.00 0.00 0.00
15-IO 0.00 0.00 0.00 0.00 0.00 0.00
1-B1 4,210,000.00 4,188,538.45 4,385.23 0.00 0.00 0.00
1-B2 1,579,000.00 1,570,950.64 1,644.72 0.00 0.00 0.00
1-B3 789,000.00 784,977.87 821.84 0.00 0.00 0.00
1-B4 526,000.00 523,318.58 547.89 0.00 0.00 0.00
1-B5 395,000.00 392,986.39 411.44 0.00 0.00 0.00
1-B6 395,101.00 393,086.87 411.55 0.00 0.00 0.00
X-B1 1,631,000.00 1,617,079.39 2,837.48 0.00 0.00 0.00
X-B2 592,000.00 586,947.27 1,029.91 0.00 0.00 0.00
X-B3 445,000.00 441,201.92 774.17 0.00 0.00 0.00
X-B4 222,000.00 220,105.23 386.22 0.00 0.00 0.00
X-B5 223,000.00 221,096.69 387.96 0.00 0.00 0.00
X-B6 148,436.00 147,169.10 258.24 0.00 0.00 0.00
3-B1 561,000.00 550,508.74 2,165.14 0.00 0.00 0.00
3-B2 172,000.00 168,783.43 663.82 0.00 0.00 0.00
3-B3 130,000.00 127,568.87 501.72 0.00 0.00 0.00
3-B4 129,000.00 126,587.57 497.87 0.00 0.00 0.00
3-B5 43,000.00 42,195.86 165.96 0.00 0.00 0.00
3-B6 87,036.00 85,408.34 335.91 0.00 0.00 0.00
5-B1 3,879,000.00 3,846,261.69 7,101.53 0.00 0.00 0.00
5-B2 555,000.00 550,315.86 1,016.07 0.00 0.00 0.00
5-B3 415,000.00 411,497.45 759.77 0.00 0.00 0.00
5-B4 277,000.00 274,662.15 507.12 0.00 0.00 0.00
5-B5 277,000.00 274,662.15 507.12 0.00 0.00 0.00
5-B6 139,347.45 138,171.37 255.11 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 774,662,743.45 569,635,636.50 1,005,889.91 16,137,464.65 0.00 0.00
<FN>
(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Principal Distribution Statement (continued)
Total Ending Ending Total
Principal Certificate Certificate Principal
Class Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c>
1-A1 113,547.30 1,759,293.61 0.21327356 113,547.30
1-A2 0.00 4,431,000.00 1.00000000 0.00
1-A3 0.00 7,929,000.00 1.00000000 0.00
1-A4 0.00 12,023,000.00 1.00000000 0.00
1-A5 165,179.73 2,559,282.73 0.21327356 165,179.73
1-A6 0.00 3,000,000.00 1.00000000 0.00
1-A7 0.00 5,000,000.00 1.00000000 0.00
1-A8 34,412.44 533,183.90 0.21327356 34,412.44
1-A9 34,412.44 533,183.90 0.21327356 34,412.44
1-A10 278,716.71 4,318,416.39 0.21327356 278,716.71
1-A11 93,899.21 1,454,867.56 0.21327356 93,899.21
1-A12 32,790.20 508,048.97 0.21327356 32,790.20
1-A13 139,199.26 24,348,368.79 0.97393475 139,199.26
1-A14 491,590.55 34,069,725.30 0.93672776 491,590.55
1-A15 0.00 51,918,000.00 1.00000000 0.00
1-A16 0.00 0.00 0.00000000 0.00
1-A17 0.00 21,231,000.00 1.00000000 0.00
1-A18 0.00 22,864,000.00 1.00000000 0.00
1-A19 0.00 8,594,000.00 1.00000000 0.00
1-A20 0.00 1,500,000.00 1.00000000 0.00
1-AR 0.00 0.00 0.00000000 0.00
1-AMR 0.00 0.00 0.00000000 0.00
1-ALR 0.00 0.00 0.00000000 0.00
2-A1 464,884.34 80,615,075.82 0.76763834 464,884.34
2-A2 13,395.36 2,322,873.62 0.76763834 13,395.36
3-A1 292,187.61 66,148,741.22 0.77859604 292,187.61
4-A1 592,974.37 25,388,878.41 0.71141219 592,974.37
4-A2 17,097.36 732,043.15 0.71141220 17,097.36
5-A1 14,346,458.66 149,531,086.50 0.55202578 14,346,458.66
5-AIO 0.00 0.00 0.00000000 0.00
PO 4,235.24 1,523,503.95 0.90430531 4,235.24
30-IO 0.00 0.00 0.00000000 0.00
15-IO 0.00 0.00 0.00000000 0.00
1-B1 4,385.23 4,184,153.22 0.99386062 4,385.23
1-B2 1,644.72 1,569,305.92 0.99386062 1,644.72
1-B3 821.84 784,156.03 0.99386062 821.84
1-B4 547.89 522,770.69 0.99386063 547.89
1-B5 411.44 392,574.95 0.99386063 411.44
1-B6 411.55 392,675.33 0.99386063 411.55
X-B1 2,837.48 1,614,241.91 0.98972527 2,837.48
X-B2 1,029.91 585,917.36 0.98972527 1,029.91
X-B3 774.17 440,427.74 0.98972526 774.17
X-B4 386.22 219,719.01 0.98972527 386.22
X-B5 387.96 220,708.74 0.98972529 387.96
X-B6 258.24 146,910.86 0.98972527 258.24
3-B1 2,165.14 548,343.61 0.97743959 2,165.14
3-B2 663.82 168,119.61 0.97743959 663.82
3-B3 501.72 127,067.15 0.97743962 501.72
3-B4 497.87 126,089.71 0.97743961 497.87
3-B5 165.96 42,029.90 0.97743953 165.96
3-B6 335.91 85,072.43 0.97743957 335.91
5-B1 7,101.53 3,839,160.16 0.98972935 7,101.53
5-B2 1,016.07 549,299.79 0.98972935 1,016.07
5-B3 759.77 410,737.68 0.98972935 759.77
5-B4 507.12 274,155.03 0.98972935 507.12
5-B5 507.12 274,155.03 0.98972935 507.12
5-B6 255.11 137,916.26 0.98972934 255.11
SES 0.00 0.00 0.00000000 0.00
Totals 17,143,354.57 552,492,281.94 0.71320363 17,143,354.57
Principal Distribution Factors Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal
Class (2) Amount Balance Distribution Distribution Accretion
<s> <c> <c> <c> <c> <c>
1-A1 8,249,000.00 227.03853922 2.18665778 11.57831980 0.00000000
1-A2 4,431,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A3 7,929,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A4 12,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A5 12,000,000.00 227.03853833 2.18665750 11.57832000 0.00000000
1-A6 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A7 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A8 2,500,000.00 227.03854000 2.18665600 11.57832000 0.00000000
1-A9 2,500,000.00 227.03854000 2.18665600 11.57832000 0.00000000
1-A10 20,248,250.00 227.03853864 2.18665761 11.57832010 0.00000000
1-A11 6,821,603.00 227.03853918 2.18665759 11.57831964 0.00000000
1-A12 2,382,147.00 227.03853708 2.18665767 11.57831989 0.00000000
1-A13 25,000,000.00 979.50272240 0.88450880 4.68346160 0.00000000
1-A14 36,371,000.00 950.24376124 2.14710649 11.36889665 0.00000000
1-A15 51,918,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A16 0.00 0.00000000 0.00000000 0.00000000 0.00000000
1-A17 21,231,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A18 22,864,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A19 8,594,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A20 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 105,017,000.00 772.06509575 0.80907567 3.61767761 0.00000000
2-A2 3,026,000.00 772.06509584 0.80907469 3.61767680 0.00000000
3-A1 84,959,000.00 782.03520322 3.07572052 0.36343966 0.00000000
4-A1 35,688,000.00 728.02770623 2.81154366 13.80396772 0.00000000
4-A2 1,029,000.00 728.02770651 2.81154519 13.80396501 0.00000000
5-A1 270,877,000.00 604.98877778 1.11701868 51.84598172 0.00000000
5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
PO 1,684,723.00 906.81921598 1.88008355 0.63381933 0.00000000
30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
1-B1 4,210,000.00 994.90224466 1.04162233 0.00000000 0.00000000
1-B2 1,579,000.00 994.90224193 1.04162128 0.00000000 0.00000000
1-B3 789,000.00 994.90224335 1.04162231 0.00000000 0.00000000
1-B4 526,000.00 994.90224335 1.04161597 0.00000000 0.00000000
1-B5 395,000.00 994.90225316 1.04162025 0.00000000 0.00000000
1-B6 395,101.00 994.90224019 1.04163239 0.00000000 0.00000000
X-B1 1,631,000.00 991.46498467 1.73971796 0.00000000 0.00000000
X-B2 592,000.00 991.46498311 1.73971284 0.00000000 0.00000000
X-B3 445,000.00 991.46498876 1.73970787 0.00000000 0.00000000
X-B4 222,000.00 991.46500000 1.73972973 0.00000000 0.00000000
X-B5 223,000.00 991.46497758 1.73973094 0.00000000 0.00000000
X-B6 148,436.00 991.46500849 1.73973969 0.00000000 0.00000000
3-B1 561,000.00 981.29900178 3.85942959 0.00000000 0.00000000
3-B2 172,000.00 981.29901163 3.85941860 0.00000000 0.00000000
3-B3 130,000.00 981.29900000 3.85938462 0.00000000 0.00000000
3-B4 129,000.00 981.29899225 3.85945736 0.00000000 0.00000000
3-B5 43,000.00 981.29906977 3.85953488 0.00000000 0.00000000
3-B6 87,036.00 981.29900271 3.85943747 0.00000000 0.00000000
5-B1 3,879,000.00 991.56011601 1.83076308 0.00000000 0.00000000
5-B2 555,000.00 991.56010811 1.83075676 0.00000000 0.00000000
5-B3 415,000.00 991.56012048 1.83077108 0.00000000 0.00000000
5-B4 277,000.00 991.56010830 1.83075812 0.00000000 0.00000000
5-B5 277,000.00 991.56010830 1.83075812 0.00000000 0.00000000
5-B6 139,347.45 991.56008955 1.83074753 0.00000000 0.00000000
SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All Classes are per $1,000 denomination.
</FN>
Principal Distribution Factors Statement (continued)
Total Ending Ending Total
Realized Principal Certificate Certificate Principal
Class Loss (3) Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c> <c>
1-A1 0.00000000 13.76497757 213.27356164 0.21327356 13.76497757
1-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A5 0.00000000 13.76497750 213.27356083 0.21327356 13.76497750
1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A8 0.00000000 13.76497600 213.27356000 0.21327356 13.76497600
1-A9 0.00000000 13.76497600 213.27356000 0.21327356 13.76497600
1-A10 0.00000000 13.76497771 213.27356142 0.21327356 13.76497771
1-A11 0.00000000 13.76497723 213.27356048 0.21327356 13.76497723
1-A12 0.00000000 13.76497756 213.27355952 0.21327356 13.76497756
1-A13 0.00000000 5.56797040 973.93475160 0.97393475 5.56797040
1-A14 0.00000000 13.51600313 936.72775838 0.93672776 13.51600313
1-A15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A16 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A17 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A18 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A19 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A20 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 0.00000000 4.42675319 767.63834255 0.76763834 4.42675319
2-A2 0.00000000 4.42675479 767.63834104 0.76763834 4.42675479
3-A1 0.00000000 3.43916018 778.59604303 0.77859604 3.43916018
4-A1 0.00000000 16.61551138 711.41219486 0.71141219 16.61551138
4-A2 0.00000000 16.61551020 711.41219631 0.71141220 16.61551020
5-A1 0.00000000 52.96300040 552.02577738 0.55202578 52.96300040
5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
PO 0.00000000 2.51390881 904.30530716 0.90430531 2.51390881
30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-B1 0.00000000 1.04162233 993.86062233 0.99386062 1.04162233
1-B2 0.00000000 1.04162128 993.86062065 0.99386062 1.04162128
1-B3 0.00000000 1.04162231 993.86062104 0.99386062 1.04162231
1-B4 0.00000000 1.04161597 993.86062738 0.99386063 1.04161597
1-B5 0.00000000 1.04162025 993.86063291 0.99386063 1.04162025
1-B6 0.00000000 1.04163239 993.86063310 0.99386063 1.04163239
X-B1 0.00000000 1.73971796 989.72526671 0.98972527 1.73971796
X-B2 0.00000000 1.73971284 989.72527027 0.98972527 1.73971284
X-B3 0.00000000 1.73970787 989.72525843 0.98972526 1.73970787
X-B4 0.00000000 1.73972973 989.72527027 0.98972527 1.73972973
X-B5 0.00000000 1.73973094 989.72529148 0.98972529 1.73973094
X-B6 0.00000000 1.73973969 989.72526880 0.98972527 1.73973969
3-B1 0.00000000 3.85942959 977.43959002 0.97743959 3.85942959
3-B2 0.00000000 3.85941860 977.43959302 0.97743959 3.85941860
3-B3 0.00000000 3.85938462 977.43961538 0.97743962 3.85938462
3-B4 0.00000000 3.85945736 977.43961240 0.97743961 3.85945736
3-B5 0.00000000 3.85953488 977.43953488 0.97743953 3.85953488
3-B6 0.00000000 3.85943747 977.43956524 0.97743957 3.85943747
5-B1 0.00000000 1.83076308 989.72935293 0.98972935 1.83076308
5-B2 0.00000000 1.83075676 989.72935135 0.98972935 1.83075676
5-B3 0.00000000 1.83077108 989.72934940 0.98972935 1.83077108
5-B4 0.00000000 1.83075812 989.72935018 0.98972935 1.83075812
5-B5 0.00000000 1.83075812 989.72935018 0.98972935 1.83075812
5-B6 0.00000000 1.83074753 989.72934202 0.98972934 1.83074753
SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses
Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
1-A1 8,249,000.00 5.50000% 1,872,840.91 8,583.85 0.00 0.00
1-A2 4,431,000.00 5.50000% 4,431,000.00 20,308.75 0.00 0.00
1-A3 7,929,000.00 5.50000% 7,929,000.00 36,341.25 0.00 0.00
1-A4 12,023,000.00 5.50000% 12,023,000.00 55,105.42 0.00 0.00
1-A5 12,000,000.00 5.50000% 2,724,462.46 12,487.12 0.00 0.00
1-A6 3,000,000.00 5.50000% 3,000,000.00 13,750.00 0.00 0.00
1-A7 5,000,000.00 5.50000% 5,000,000.00 22,916.67 0.00 0.00
1-A8 2,500,000.00 2.71000% 567,596.35 1,281.82 0.00 0.00
1-A9 2,500,000.00 8.29000% 567,596.35 3,921.14 0.00 0.00
1-A10 20,248,250.00 3.25000% 4,597,133.09 12,450.57 0.00 0.00
1-A11 6,821,603.00 11.13095% 1,548,766.78 14,366.04 0.00 0.00
1-A12 2,382,147.00 8.50000% 540,839.17 3,830.94 0.00 0.00
1-A13 25,000,000.00 4.00000% 24,487,568.06 81,625.23 0.00 0.00
1-A14 36,371,000.00 4.00000% 34,561,315.84 115,204.39 0.00 0.00
1-A15 51,918,000.00 4.62500% 51,918,000.00 200,100.63 0.00 0.00
1-A16 0.00 5.50000% 25,328,968.34 116,091.10 0.00 0.00
1-A17 21,231,000.00 5.25000% 21,231,000.00 92,885.63 0.00 0.00
1-A18 22,864,000.00 5.50000% 22,864,000.00 104,793.33 0.00 0.00
1-A19 8,594,000.00 5.50000% 8,594,000.00 39,389.17 0.00 0.00
1-A20 1,500,000.00 5.50000% 1,500,000.00 6,875.00 0.00 0.00
1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00
1-AMR 25.00 5.50000% 0.00 0.00 0.00 0.00
1-ALR 25.00 5.50000% 0.00 0.00 0.00 0.00
2-A1 105,017,000.00 5.50000% 81,079,960.16 371,616.48 0.00 0.00
2-A2 3,026,000.00 5.50000% 2,336,268.98 10,707.90 0.00 0.00
3-A1 84,959,000.00 5.00000% 66,440,928.83 276,837.20 0.00 0.00
4-A1 35,688,000.00 5.00000% 25,981,852.78 108,257.72 0.00 0.00
4-A2 1,029,000.00 5.00000% 749,140.51 3,121.42 0.00 0.00
5-A1 270,877,000.00 6.50000% 163,877,545.16 887,670.04 0.00 0.00
5-AIO 0.00 0.51128% 148,906,963.16 63,444.41 0.00 0.00
PO 1,684,723.00 0.00000% 1,527,739.19 0.00 0.00 0.00
30-IO 0.00 0.29466% 227,633,137.69 55,896.03 0.00 0.00
15-IO 0.00 0.25711% 50,520,741.90 10,824.39 0.00 0.00
1-B1 4,210,000.00 5.50000% 4,188,538.45 19,197.47 0.00 0.00
1-B2 1,579,000.00 5.50000% 1,570,950.64 7,200.19 0.00 0.00
1-B3 789,000.00 5.50000% 784,977.87 3,597.82 0.00 0.00
1-B4 526,000.00 5.50000% 523,318.58 2,398.54 0.00 0.00
1-B5 395,000.00 5.50000% 392,986.39 1,801.19 0.00 0.00
1-B6 395,101.00 5.50000% 393,086.87 1,801.65 0.00 0.00
X-B1 1,631,000.00 5.37442% 1,617,079.39 7,242.38 0.00 0.00
X-B2 592,000.00 5.37442% 586,947.27 2,628.75 0.00 0.00
X-B3 445,000.00 5.37442% 441,201.92 1,976.00 0.00 0.00
X-B4 222,000.00 5.37442% 220,105.23 985.78 0.00 0.00
X-B5 223,000.00 5.37442% 221,096.69 990.22 0.00 0.00
X-B6 148,436.00 5.37442% 147,169.10 659.12 0.00 0.00
3-B1 561,000.00 5.00000% 550,508.74 2,293.79 0.00 0.00
3-B2 172,000.00 5.00000% 168,783.43 703.26 0.00 0.00
3-B3 130,000.00 5.00000% 127,568.87 531.54 0.00 0.00
3-B4 129,000.00 5.00000% 126,587.57 527.45 0.00 0.00
3-B5 43,000.00 5.00000% 42,195.86 175.82 0.00 0.00
3-B6 87,036.00 5.00000% 85,408.34 355.87 0.00 0.00
5-B1 3,879,000.00 6.50000% 3,846,261.69 20,833.92 0.00 0.00
5-B2 555,000.00 6.50000% 550,315.86 2,980.88 0.00 0.00
5-B3 415,000.00 6.50000% 411,497.45 2,228.94 0.00 0.00
5-B4 277,000.00 6.50000% 274,662.15 1,487.75 0.00 0.00
5-B5 277,000.00 6.50000% 274,662.15 1,487.75 0.00 0.00
5-B6 139,347.45 6.50000% 138,171.37 748.43 0.00 0.00
SES 0.00 0.00000% 569,635,637.92 0.00 0.00 0.00
Totals 774,662,743.45 2,835,518.15 0.00 0.00
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A1 0.00 0.00 8,583.85 0.00 1,759,293.61
1-A2 0.00 0.00 20,308.75 0.00 4,431,000.00
1-A3 0.00 0.00 36,341.25 0.00 7,929,000.00
1-A4 0.00 0.00 55,105.42 0.00 12,023,000.00
1-A5 0.00 0.00 12,487.12 0.00 2,559,282.73
1-A6 0.00 0.00 13,750.00 0.00 3,000,000.00
1-A7 0.00 0.00 22,916.67 0.00 5,000,000.00
1-A8 0.00 0.00 1,281.82 0.00 533,183.90
1-A9 0.00 0.00 3,921.15 0.00 533,183.90
1-A10 0.00 0.00 12,450.57 0.00 4,318,416.39
1-A11 0.00 0.00 14,366.04 0.00 1,454,867.56
1-A12 0.00 0.00 3,830.94 0.00 508,048.97
1-A13 0.00 0.00 81,625.23 0.00 24,348,368.79
1-A14 0.00 0.00 115,204.39 0.00 34,069,725.30
1-A15 0.00 0.00 200,100.63 0.00 51,918,000.00
1-A16 0.00 0.00 116,091.10 0.00 25,156,934.75
1-A17 0.00 0.00 92,885.63 0.00 21,231,000.00
1-A18 0.00 0.00 104,793.33 0.00 22,864,000.00
1-A19 0.00 0.00 39,389.17 0.00 8,594,000.00
1-A20 0.00 0.00 6,875.00 0.00 1,500,000.00
1-AR 0.00 0.00 0.00 0.00 0.00
1-AMR 0.00 0.00 0.00 0.00 0.00
1-ALR 0.00 0.00 0.00 0.00 0.00
2-A1 0.00 0.00 371,616.48 0.00 80,615,075.82
2-A2 0.00 0.00 10,707.90 0.00 2,322,873.62
3-A1 0.00 0.00 276,837.20 0.00 66,148,741.22
4-A1 0.00 0.00 108,257.72 0.00 25,388,878.41
4-A2 0.00 0.00 3,121.42 0.00 732,043.15
5-A1 14,780.80 0.00 872,889.23 0.00 149,531,086.50
5-AIO 1,056.43 0.00 62,387.98 0.00 135,345,124.31
PO 0.00 0.00 0.00 0.00 1,523,503.95
30-IO 0.00 0.00 55,896.03 0.00 225,858,698.54
15-IO 0.00 0.00 10,824.39 0.00 50,291,045.89
1-B1 0.00 0.00 19,197.47 0.00 4,184,153.22
1-B2 0.00 0.00 7,200.19 0.00 1,569,305.92
1-B3 0.00 0.00 3,597.82 0.00 784,156.03
1-B4 0.00 0.00 2,398.54 0.00 522,770.69
1-B5 0.00 0.00 1,801.19 0.00 392,574.95
1-B6 0.00 0.00 1,801.65 0.00 392,675.33
X-B1 0.00 0.00 7,242.39 0.00 1,614,241.91
X-B2 0.00 0.00 2,628.75 0.00 585,917.36
X-B3 0.00 0.00 1,976.00 0.00 440,427.74
X-B4 0.00 0.00 985.78 0.00 219,719.01
X-B5 0.00 0.00 990.22 0.00 220,708.74
X-B6 0.00 0.00 659.12 0.00 146,910.86
3-B1 0.00 0.00 2,293.79 0.00 548,343.61
3-B2 0.00 0.00 703.26 0.00 168,119.61
3-B3 0.00 0.00 531.54 0.00 127,067.15
3-B4 0.00 0.00 527.45 0.00 126,089.71
3-B5 0.00 0.00 175.82 0.00 42,029.90
3-B6 0.00 0.00 355.87 0.00 85,072.43
5-B1 371.71 0.00 20,462.21 0.00 3,839,160.16
5-B2 53.18 0.00 2,927.69 0.00 549,299.79
5-B3 39.77 0.00 2,189.18 0.00 410,737.68
5-B4 26.54 0.00 1,461.21 0.00 274,155.03
5-B5 26.54 0.00 1,461.21 0.00 274,155.03
5-B6 13.35 0.00 735.08 0.00 137,916.26
SES 0.00 0.00 103,272.60 0.00 552,492,283.36
Totals 16,368.32 0.00 2,922,422.44 0.00
<FN>
(4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Factors Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class (5) Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
1-A1 8,249,000.00 5.50000% 227.03853922 1.04059280 0.00000000 0.00000000
1-A2 4,431,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A3 7,929,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A4 12,023,000.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000
1-A5 12,000,000.00 5.50000% 227.03853833 1.04059333 0.00000000 0.00000000
1-A6 3,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A7 5,000,000.00 5.50000% 1000.00000000 4.58333400 0.00000000 0.00000000
1-A8 2,500,000.00 2.71000% 227.03854000 0.51272800 0.00000000 0.00000000
1-A9 2,500,000.00 8.29000% 227.03854000 1.56845600 0.00000000 0.00000000
1-A10 20,248,250.00 3.25000% 227.03853864 0.61489610 0.00000000 0.00000000
1-A11 6,821,603.00 11.13095% 227.03853918 2.10596248 0.00000000 0.00000000
1-A12 2,382,147.00 8.50000% 227.03853708 1.60818791 0.00000000 0.00000000
1-A13 25,000,000.00 4.00000% 979.50272240 3.26500920 0.00000000 0.00000000
1-A14 36,371,000.00 4.00000% 950.24376124 3.16747931 0.00000000 0.00000000
1-A15 51,918,000.00 4.62500% 1000.00000000 3.85416676 0.00000000 0.00000000
1-A16 0.00 5.50000% 975.60677047 4.47153084 0.00000000 0.00000000
1-A17 21,231,000.00 5.25000% 1000.00000000 4.37500024 0.00000000 0.00000000
1-A18 22,864,000.00 5.50000% 1000.00000000 4.58333319 0.00000000 0.00000000
1-A19 8,594,000.00 5.50000% 1000.00000000 4.58333372 0.00000000 0.00000000
1-A20 1,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 105,017,000.00 5.50000% 772.06509575 3.53863165 0.00000000 0.00000000
2-A2 3,026,000.00 5.50000% 772.06509584 3.53863186 0.00000000 0.00000000
3-A1 84,959,000.00 5.00000% 782.03520322 3.25847997 0.00000000 0.00000000
4-A1 35,688,000.00 5.00000% 728.02770623 3.03344878 0.00000000 0.00000000
4-A2 1,029,000.00 5.00000% 728.02770651 3.03344995 0.00000000 0.00000000
5-A1 270,877,000.00 6.50000% 604.98877778 3.27702256 0.00000000 0.00000000
5-AIO 0.00 0.51128% 611.24803957 0.26043289 0.00000000 0.00000000
PO 1,684,723.00 0.00000% 906.81921598 0.00000000 0.00000000 0.00000000
30-IO 0.00 0.29466% 785.59445321 0.19290518 0.00000000 0.00000000
15-IO 0.00 0.25711% 758.62798782 0.16254087 0.00000000 0.00000000
1-B1 4,210,000.00 5.50000% 994.90224466 4.55996912 0.00000000 0.00000000
1-B2 1,579,000.00 5.50000% 994.90224193 4.55996833 0.00000000 0.00000000
1-B3 789,000.00 5.50000% 994.90224335 4.55997465 0.00000000 0.00000000
1-B4 526,000.00 5.50000% 994.90224335 4.55996198 0.00000000 0.00000000
1-B5 395,000.00 5.50000% 994.90225316 4.55997468 0.00000000 0.00000000
1-B6 395,101.00 5.50000% 994.90224019 4.55997327 0.00000000 0.00000000
X-B1 1,631,000.00 5.37442% 991.46498467 4.44045371 0.00000000 0.00000000
X-B2 592,000.00 5.37442% 991.46498311 4.44045608 0.00000000 0.00000000
X-B3 445,000.00 5.37442% 991.46498876 4.44044944 0.00000000 0.00000000
X-B4 222,000.00 5.37442% 991.46500000 4.44045045 0.00000000 0.00000000
X-B5 223,000.00 5.37442% 991.46497758 4.44044843 0.00000000 0.00000000
X-B6 148,436.00 5.37442% 991.46500849 4.44043224 0.00000000 0.00000000
3-B1 561,000.00 5.00000% 981.29900178 4.08875223 0.00000000 0.00000000
3-B2 172,000.00 5.00000% 981.29901163 4.08872093 0.00000000 0.00000000
3-B3 130,000.00 5.00000% 981.29900000 4.08876923 0.00000000 0.00000000
3-B4 129,000.00 5.00000% 981.29899225 4.08875969 0.00000000 0.00000000
3-B5 43,000.00 5.00000% 981.29906977 4.08883721 0.00000000 0.00000000
3-B6 87,036.00 5.00000% 981.29900271 4.08876787 0.00000000 0.00000000
5-B1 3,879,000.00 6.50000% 991.56011601 5.37095128 0.00000000 0.00000000
5-B2 555,000.00 6.50000% 991.56010811 5.37095495 0.00000000 0.00000000
5-B3 415,000.00 6.50000% 991.56012048 5.37093976 0.00000000 0.00000000
5-B4 277,000.00 6.50000% 991.56010830 5.37093863 0.00000000 0.00000000
5-B5 277,000.00 6.50000% 991.56010830 5.37093863 0.00000000 0.00000000
5-B6 139,347.45 6.50000% 991.56008955 5.37096301 0.00000000 0.00000000
SES 0.00 0.00000% 735.33371996 0.00000000 0.00000000 0.00000000
<FN>
(5) All Classes are per $1,000 denomination.
</FN>
Interest Distribution Factors Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (6) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A1 0.00000000 0.00000000 1.04059280 0.00000000 213.27356164
1-A2 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A4 0.00000000 0.00000000 4.58333361 0.00000000 1000.00000000
1-A5 0.00000000 0.00000000 1.04059333 0.00000000 213.27356083
1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A7 0.00000000 0.00000000 4.58333400 0.00000000 1000.00000000
1-A8 0.00000000 0.00000000 0.51272800 0.00000000 213.27356000
1-A9 0.00000000 0.00000000 1.56846000 0.00000000 213.27356000
1-A10 0.00000000 0.00000000 0.61489610 0.00000000 213.27356142
1-A11 0.00000000 0.00000000 2.10596248 0.00000000 213.27356048
1-A12 0.00000000 0.00000000 1.60818791 0.00000000 213.27355952
1-A13 0.00000000 0.00000000 3.26500920 0.00000000 973.93475160
1-A14 0.00000000 0.00000000 3.16747931 0.00000000 936.72775838
1-A15 0.00000000 0.00000000 3.85416676 0.00000000 1000.00000000
1-A16 0.00000000 0.00000000 4.47153084 0.00000000 968.98047867
1-A17 0.00000000 0.00000000 4.37500024 0.00000000 1000.00000000
1-A18 0.00000000 0.00000000 4.58333319 0.00000000 1000.00000000
1-A19 0.00000000 0.00000000 4.58333372 0.00000000 1000.00000000
1-A20 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 0.00000000 0.00000000 3.53863165 0.00000000 767.63834255
2-A2 0.00000000 0.00000000 3.53863186 0.00000000 767.63834104
3-A1 0.00000000 0.00000000 3.25847997 0.00000000 778.59604303
4-A1 0.00000000 0.00000000 3.03344878 0.00000000 711.41219486
4-A2 0.00000000 0.00000000 3.03344995 0.00000000 711.41219631
5-A1 0.05456646 0.00000000 3.22245606 0.00000000 552.02577738
5-AIO 0.00433654 0.00000000 0.25609635 0.00000000 555.57806125
PO 0.00000000 0.00000000 0.00000000 0.00000000 904.30530716
30-IO 0.00000000 0.00000000 0.19290518 0.00000000 779.47061040
15-IO 0.00000000 0.00000000 0.16254087 0.00000000 755.17883377
1-B1 0.00000000 0.00000000 4.55996912 0.00000000 993.86062233
1-B2 0.00000000 0.00000000 4.55996833 0.00000000 993.86062065
1-B3 0.00000000 0.00000000 4.55997465 0.00000000 993.86062104
1-B4 0.00000000 0.00000000 4.55996198 0.00000000 993.86062738
1-B5 0.00000000 0.00000000 4.55997468 0.00000000 993.86063291
1-B6 0.00000000 0.00000000 4.55997327 0.00000000 993.86063310
X-B1 0.00000000 0.00000000 4.44045984 0.00000000 989.72526671
X-B2 0.00000000 0.00000000 4.44045608 0.00000000 989.72527027
X-B3 0.00000000 0.00000000 4.44044944 0.00000000 989.72525843
X-B4 0.00000000 0.00000000 4.44045045 0.00000000 989.72527027
X-B5 0.00000000 0.00000000 4.44044843 0.00000000 989.72529148
X-B6 0.00000000 0.00000000 4.44043224 0.00000000 989.72526880
3-B1 0.00000000 0.00000000 4.08875223 0.00000000 977.43959002
3-B2 0.00000000 0.00000000 4.08872093 0.00000000 977.43959302
3-B3 0.00000000 0.00000000 4.08876923 0.00000000 977.43961538
3-B4 0.00000000 0.00000000 4.08875969 0.00000000 977.43961240
3-B5 0.00000000 0.00000000 4.08883721 0.00000000 977.43953488
3-B6 0.00000000 0.00000000 4.08876787 0.00000000 977.43956524
5-B1 0.09582624 0.00000000 5.27512503 0.00000000 989.72935293
5-B2 0.09581982 0.00000000 5.27511712 0.00000000 989.72935135
5-B3 0.09583133 0.00000000 5.27513253 0.00000000 989.72934940
5-B4 0.09581227 0.00000000 5.27512635 0.00000000 989.72935018
5-B5 0.09581227 0.00000000 5.27512635 0.00000000 989.72935018
5-B6 0.09580369 0.00000000 5.27515932 0.00000000 989.72934202
SES 0.00000000 0.00000000 0.13331298 0.00000000 713.20363216
<FN>
(6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless
Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Certificateholder Component Statement
Component Beginning Ending Beginning Ending Ending
Pass-Through Notional Notional Component Component Component
Class Rate Balance Balance Balance Balance Percentage
<s> <c> <c> <c> <c> <c> <c>
APO1 0.00000% 0.00 0.00 646,402.82 645,444.20 98.93169061%
APO2 0.00000% 0.00 0.00 161,059.92 160,872.29 98.03368089%
APO3 0.00000% 0.00 0.00 167,159.10 166,505.17 95.22416731%
APO4 0.00000% 0.00 0.00 30,910.62 30,360.73 85.46059224%
APO5 0.00000% 0.00 0.00 522,206.74 520,321.57 79.09690223%
30-IO-1 0.30769% 162,320,898.23 161,003,095.51 0.00 0.00 79.21715442%
30-IO-2 0.26230% 65,312,239.46 64,855,603.03 0.00 0.00 74.96338063%
15-IO-1 0.26062% 34,961,443.02 34,793,177.20 0.00 0.00 74.84216133%
15-IO-2 0.24921% 15,559,298.88 15,497,868.69 0.00 0.00 77.08026484%
SES1 0.00000% 218,458,380.75 217,065,451.61 0.00 0.00 82.50032083%
SES2 0.00000% 85,998,727.55 85,517,722.71 0.00 0.00 77.29296163%
SES3 0.00000% 67,709,141.51 67,411,969.56 0.00 0.00 78.15346569%
SES4 0.00000% 27,574,065.55 26,960,307.48 0.00 0.00 71.74103018%
SES5 0.00000% 169,895,322.56 155,536,832.00 0.00 0.00 56.13484104%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 20,091,173.29
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 0.00
Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00
Prepayment Penalties 0.00
Total Deposits 20,091,173.29
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 25,396.28
Payment of Interest and Principal 20,065,777.01
Total Withdrawals (Pool Distribution Amount) 20,091,173.29
Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<s> <c>
Total Prepayment/Curtailment Interest Shortfall 0.00
Servicing Fee Support 0.00
Non-Supported Prepayment/Curtailment Interest Shortfall 16,368.32
SERVICING FEES
<s> <c>
Gross Servicing Fee 23,734.85
Trustee Fee - Wells Fargo Bank, N.A. 1,661.43
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 25,396.28
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT
DELINQUENCY STATUS
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s> <c> <c> <c> <c> <c>
No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 1 0 0 1
350,293.10 0.00 0.00 350,293.10
30 Days 13 0 0 0 13
5,563,590.22 0.00 0.00 0.00 5,563,590.22
60 Days 1 0 0 0 1
329,289.06 0.00 0.00 0.00 329,289.06
90 Days 1 0 0 0 1
357,491.34 0.00 0.00 0.00 357,491.34
120 Days 0 0 1 0 1
0.00 0.00 842,695.88 0.00 842,695.88
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180+ Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 15 1 1 0 17
6,250,370.62 350,293.10 842,695.88 0.00 7,443,359.60
No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0.084602% 0.000000% 0.000000% 0.084602%
0.063309% 0.000000% 0.000000% 0.063309%
30 Days 1.099831% 0.000000% 0.000000% 0.000000% 1.099831%
1.005512% 0.000000% 0.000000% 0.000000% 1.005512%
60 Days 0.084602% 0.000000% 0.000000% 0.000000% 0.084602%
0.059513% 0.000000% 0.000000% 0.000000% 0.059513%
90 Days 0.084602% 0.000000% 0.000000% 0.000000% 0.084602%
0.064610% 0.000000% 0.000000% 0.000000% 0.064610%
120 Days 0.000000% 0.000000% 0.084602% 0.000000% 0.084602%
0.000000% 0.000000% 0.152301% 0.000000% 0.152301%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 1.269036% 0.084602% 0.084602% 0.000000% 1.438240%
1.129634% 0.063309% 0.152301% 0.000000% 1.345244%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
1 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 1 0 0 0 1
489,117.77 0.00 0.00 0.00 489,117.77
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 1 0 0 0 1
489,117.77 0.00 0.00 0.00 489,117.77
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.228833% 0.000000% 0.000000% 0.000000% 0.228833%
0.225140% 0.000000% 0.000000% 0.000000% 0.225140%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.228833% 0.000000% 0.000000% 0.000000% 0.228833%
0.225140% 0.000000% 0.000000% 0.000000% 0.225140%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
2 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 1 0 1
0.00 0.00 842,695.88 0.00 842,695.88
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 0 0 1 0 1
0.00 0.00 842,695.88 0.00 842,695.88
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.588235% 0.000000% 0.588235%
0.000000% 0.000000% 0.984562% 0.000000% 0.984562%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.000000% 0.000000% 0.588235% 0.000000% 0.588235%
0.000000% 0.000000% 0.984562% 0.000000% 0.984562%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
3 - 15 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 1 0 0 1
350,293.10 0.00 0.00 350,293.10
30 Days 1 0 0 0 1
532,196.91 0.00 0.00 0.00 532,196.91
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 1 1 0 0 2
532,196.91 350,293.10 0.00 0.00 882,490.01
0-29 Days 0.724638% 0.000000% 0.000000% 0.724638%
0.517932% 0.000000% 0.000000% 0.517932%
30 Days 0.724638% 0.000000% 0.000000% 0.000000% 0.724638%
0.786889% 0.000000% 0.000000% 0.000000% 0.786889%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.724638% 0.724638% 0.000000% 0.000000% 1.449275%
0.786889% 0.517932% 0.000000% 0.000000% 1.304820%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
4 - 15 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
5 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 11 0 0 0 11
4,542,275.54 0.00 0.00 0.00 4,542,275.54
60 Days 1 0 0 0 1
329,289.06 0.00 0.00 0.00 329,289.06
90 Days 1 0 0 0 1
357,491.34 0.00 0.00 0.00 357,491.34
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 13 0 0 0 13
5,229,055.94 0.00 0.00 0.00 5,229,055.94
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 2.872063% 0.000000% 0.000000% 0.000000% 2.872063%
2.915612% 0.000000% 0.000000% 0.000000% 2.915612%
60 Days 0.261097% 0.000000% 0.000000% 0.000000% 0.261097%
0.211365% 0.000000% 0.000000% 0.000000% 0.211365%
90 Days 0.261097% 0.000000% 0.000000% 0.000000% 0.261097%
0.229468% 0.000000% 0.000000% 0.000000% 0.229468%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 3.394256% 0.000000% 0.000000% 0.000000% 3.394256%
3.356445% 0.000000% 0.000000% 0.000000% 3.356445%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 0.00
COLLATERAL STATEMENT
Collateral Description Fixed
Weighted Average Gross Coupon 6.226830%
Weighted Average Pass-Through Rate 5.973330%
Weighted Average Maturity(Stepdown Calculation ) 301
Beginning Scheduled Collateral Loan Count 1,219
Number Of Loans Paid In Full 37
Ending Scheduled Collateral Loan Count 1,182
Beginning Scheduled Collateral Balance 569,635,637.92
Ending Scheduled Collateral Balance 552,492,283.36
Ending Actual Collateral Balance at 30-Jun-2004 553,309,140.39
Monthly P &I Constant 3,961,744.54
Special Servicing Fee 0.00
Prepayment Penalties 0.00
Realized Loss Amount 0.00
Cumulative Realized Loss 0.00
Class A Non-PO Optimal Amount 19,857,193.94
Class AP Deferred Amount 0.00
Ending Scheduled Balance for Premium Loans 552,492,283.36
Scheduled Principal 1,005,890.60
Unscheduled Principal 16,137,463.96
Group Level Collateral Statement
Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 15 Year Fixed
Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed
Weighted Average Coupon Rate 5.965847 5.942404 5.375728
Weighted Average Net Rate 5.715847 5.692404 5.125728
Weighted Average Maturity 353 353 173
Beginning Loan Count 440 171 138
Loans Paid In Full 3 1 0
Ending Loan Count 437 170 138
Beginning Scheduled Balance 218,458,380.75 85,998,727.55 67,709,141.51
Ending scheduled Balance 217,065,451.61 85,517,722.71 67,411,969.56
Record Date 06/30/2004 06/30/2004 06/30/2004
Principal And Interest Constant 1,314,841.39 515,999.20 569,616.82
Scheduled Principal 228,767.04 90,133.23 266,295.19
Unscheduled Principal 1,164,162.10 390,871.61 30,876.76
Scheduled Interest 1,086,074.35 425,865.97 303,321.63
Servicing Fees 45,512.18 17,916.40 14,106.08
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 637.17 250.83 197.48
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 0.00 0.00 0.00
Pool Insurance Fee 0.00 0.00 0.00
Spread Fee 1 0.00 0.00 0.00
Spread Fee 2 0.00 0.00 0.00
Spread Fee 3 0.00 0.00 0.00
Net Interest 1,039,925.00 407,698.74 289,018.07
Realized Loss Amount 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000 0.0000
Prepayment Penalties 0.00 0.00 0.00
Special Servicing Fee 0.00 0.00 0.00
Pass-Through Rate 5.712347 5.688904 5.122228
Group Level Collateral Statement
Group 4 - 15 Year Fixed 5 - 30 Year Fixed Total
Collateral Description Mixed Fixed Mixed Fixed Fixed
Weighted Average Coupon Rate 5.388519 7.181640 6.226830
Weighted Average Net Rate 5.138520 6.931640 5.976830
Weighted Average Maturity 173 289 301
Beginning Loan Count 55 415 1,219
Loans Paid In Full 1 32 37
Ending Loan Count 54 383 1,182
Beginning Scheduled Balance 27,574,065.55 169,895,322.56 569,635,637.92
Ending scheduled Balance 26,960,307.48 155,536,832.00 552,492,283.36
Record Date 06/30/2004 06/30/2004 06/30/2004
Principal And Interest Constant 230,310.31 1,330,976.82 3,961,744.54
Scheduled Principal 106,490.82 314,204.32 1,005,890.60
Unscheduled Principal 507,267.25 14,044,286.24 16,137,463.96
Scheduled Interest 123,819.49 1,016,772.50 2,955,853.94
Servicing Fees 5,744.59 35,394.84 118,674.09
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 80.44 495.51 1,661.43
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 0.00 0.00 0.00
Pool Insurance Fee 0.00 0.00 0.00
Spread Fee 1 0.00 0.00 0.00
Spread Fee 2 0.00 0.00 0.00
Spread Fee 3 0.00 0.00 0.00
Net Interest 117,994.46 980,882.15 2,835,518.42
Realized Loss Amount 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000 0.0000
Prepayment Penalties 0.00 0.00 0.00
Special Servicing Fee 0.00 0.00 0.00
Pass-Through Rate 5.135019 6.928140 5.973330
Miscellaneous Reporting
Group 1 - 30 Year Fixed
Group 1 CPR 6.216969%
Group 1 Senior % 96.394203%
Group 1 Senior Prepayment % 1163930.361805%
Group 1 Subordinate % 3.605797%
Group 1 Subordinate Prepayment % 0.000000%
Group 2 - 30 Year Fixed
Group 2 CPR 5.325249%
Group 2 Senior % 97.179049%
Group 2 Senior Prepayment % 390864.739976%
Group 2 Subordinate % 2.820951%
Group 2 Subordinate Prepayment % 0.000000%
Group 3 - 15 Year Fixed
Group 3 CPR 0.548004%
Group 3 Senior % 98.369823%
Group 3 Senior Prepayment % 30877.471762%
Group 3 Subordinate % 1.630177%
Group 3 Subordinate Prepayment % 0.000000%
Miscellaneous Reporting
Group 4 - 15 Year Fixed
Group 4 CPR 20.043401%
Group 4 Senior % 97.051313%
Group 4 Senior Prepayment % 506840.282303%
Group 4 Subordinate % 2.948687%
Group 4 Subordinate Prepayment % 0.000000%
Group 5 - 30 Year Fixed
Group 5 CPR 64.562013%
Group 5 Senior % 96.755347%
Group 5 Senior Prepayment % 14043883.993485%
Group 5 Subordinate % 3.244653%
Group 5 Subordinate Prepayment % 0.000000%
Group